+1,237.1%
SMH vs MKSI
+661.7%
+575.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.1% | -1.2% |
| 7D | +1.4% | +4.9% | -3.5% | -1.2% |
| 30D | -2.2% | -11.0% | +8.8% | +3.7% |
| 3M | -1.9% | -17.1% | +15.2% | +6.5% |
| 6M | +41.0% | +16.4% | +24.6% | +27.3% |
| YTD | +55.6% | +64.3% | -8.7% | +15.9% |
| 1Y | +86.8% | +137.7% | -50.9% | +12.4% |
| 3Y | +277.7% | +189.1% | +88.6% | +92.7% |
| 5Y | +324.2% | +83.1% | +241.0% | +167.9% |
| 10Y | +1,828.6% | +509.4% | +1,319.2% | +503.6% |
| All | +1,237.1% | +661.7% | +575.4% | +97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MKSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling